+33.3%
MELI vs XME
+122.1%
-88.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -4.1% | -4.2% | +0.1% | -3.0% |
| 30D | +3.8% | -2.7% | +6.5% | +4.4% |
| 3M | +17.8% | -3.9% | +21.8% | +18.8% |
| 6M | +7.4% | -1.0% | +8.4% | +6.5% |
| YTD | -5.8% | +9.8% | -15.6% | -10.3% |
| 1Y | -18.9% | +32.5% | -51.4% | -28.1% |
| 3Y | +33.3% | +124.3% | -91.0% | -9.2% |
| All | +33.3% | +122.1% | -88.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling